CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 01-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
569-4 |
537-0 |
-32-4 |
-5.7% |
564-0 |
| High |
571-2 |
542-6 |
-28-4 |
-5.0% |
573-6 |
| Low |
535-6 |
525-4 |
-10-2 |
-1.9% |
535-6 |
| Close |
538-4 |
535-4 |
-3-0 |
-0.6% |
538-4 |
| Range |
35-4 |
17-2 |
-18-2 |
-51.4% |
38-0 |
| ATR |
9-5 |
10-2 |
0-4 |
5.6% |
0-0 |
| Volume |
37,737 |
196,933 |
159,196 |
421.9% |
160,925 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
586-3 |
578-1 |
545-0 |
|
| R3 |
569-1 |
560-7 |
540-2 |
|
| R2 |
551-7 |
551-7 |
538-5 |
|
| R1 |
543-5 |
543-5 |
537-1 |
539-1 |
| PP |
534-5 |
534-5 |
534-5 |
532-2 |
| S1 |
526-3 |
526-3 |
533-7 |
521-7 |
| S2 |
517-3 |
517-3 |
532-3 |
|
| S3 |
500-1 |
509-1 |
530-6 |
|
| S4 |
482-7 |
491-7 |
526-0 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
663-3 |
638-7 |
559-3 |
|
| R3 |
625-3 |
600-7 |
549-0 |
|
| R2 |
587-3 |
587-3 |
545-4 |
|
| R1 |
562-7 |
562-7 |
542-0 |
556-1 |
| PP |
549-3 |
549-3 |
549-3 |
546-0 |
| S1 |
524-7 |
524-7 |
535-0 |
518-1 |
| S2 |
511-3 |
511-3 |
531-4 |
|
| S3 |
473-3 |
486-7 |
528-0 |
|
| S4 |
435-3 |
448-7 |
517-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
573-6 |
525-4 |
48-2 |
9.0% |
14-6 |
2.7% |
21% |
False |
True |
71,571 |
| 10 |
573-6 |
525-4 |
48-2 |
9.0% |
10-4 |
2.0% |
21% |
False |
True |
51,898 |
| 20 |
573-6 |
525-4 |
48-2 |
9.0% |
9-6 |
1.8% |
21% |
False |
True |
43,045 |
| 40 |
596-4 |
525-4 |
71-0 |
13.3% |
9-2 |
1.7% |
14% |
False |
True |
35,283 |
| 60 |
596-4 |
525-4 |
71-0 |
13.3% |
9-0 |
1.7% |
14% |
False |
True |
30,695 |
| 80 |
647-0 |
525-4 |
121-4 |
22.7% |
9-0 |
1.7% |
8% |
False |
True |
25,744 |
| 100 |
647-0 |
525-4 |
121-4 |
22.7% |
9-0 |
1.7% |
8% |
False |
True |
22,981 |
| 120 |
647-0 |
525-4 |
121-4 |
22.7% |
9-0 |
1.7% |
8% |
False |
True |
20,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
616-0 |
|
2.618 |
587-7 |
|
1.618 |
570-5 |
|
1.000 |
560-0 |
|
0.618 |
553-3 |
|
HIGH |
542-6 |
|
0.618 |
536-1 |
|
0.500 |
534-1 |
|
0.382 |
532-1 |
|
LOW |
525-4 |
|
0.618 |
514-7 |
|
1.000 |
508-2 |
|
1.618 |
497-5 |
|
2.618 |
480-3 |
|
4.250 |
452-2 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
535-0 |
549-5 |
| PP |
534-5 |
544-7 |
| S1 |
534-1 |
540-2 |
|